On the stability and performance of discrete event methods for simulating continuous systems

This paper establishes a link between the stability of a first order, explicit discrete event integration scheme and the stability criteria for the explicit Euler method. The paper begins by constructing a time-varying linear system with bounded inputs that is equivalent to the first order discrete event integration scheme. The stability of the discrete event system is shown to result from the fact that it automatically adjusts its time advance to lie below the limit set by the explicit Euler stability criteria. Moreover, because it is not necessary to update all integrators at this rate, a significant performance advantage is possible. Our results confirm and explain previously reported studies where it is demonstrated that a reduced number of updates can provide a significant performance advantage compared to fixed step methods. These results also throw some light on stability requirements for discrete event simulation of spatially extended systems. 2007 Elsevier Inc. All rights reserved.